Last Update: 22 Feb 2019 1:15 GMT+0
The Canada 10Y Government Bond has a 1.924% yield.
10 Years vs 2 Years bond spread is 12.9 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities
Central Bank Rate is 1.75%.
The Canada rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 34.20 and implied probability of default is 0.57%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -1.5 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 2.8 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 12.9 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
| Canada Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 34.20 | -0.29 % | -0.29 % | +23.02 % | 0.57 % |
Canada Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 1.640% | +3.5 bp | +33.0 bp | ||||||
| 2 months | 1.660% | +4.5 bp | +27.0 bp | ||||||
| 3 months | 1.680% | +5.5 bp | +17.5 bp | ||||||
| 6 months | 1.745% | -0.5 bp | +3.0 bp | ||||||
| 1 year | 1.810% | -9.5 bp | -16.0 bp | 98.22 | +0.09 % | +0.15 % | |||
| 2 years | 1.795% | -10.0 bp | -31.5 bp | 96.50 | +0.19 % | +0.62 % | |||
| 3 years | 1.809% | -7.8 bp | -32.6 bp | 94.76 | +0.22 % | +0.96 % | |||
| 4 years | 1.825% | -7.8 bp | -33.4 bp | 93.02 | +0.30 % | +1.32 % | |||
| 5 years | 1.823% | -7.6 bp | -36.4 bp | 91.36 | +0.37 % | +1.79 % | |||
| 7 years | 1.864% | -5.8 bp | -36.9 bp | 87.87 | +0.40 % | +2.56 % | |||
| 10 years | 1.924% | -4.5 bp | -33.3 bp | 82.65 | +0.45 % | +3.31 % | |||
| 20 years | 2.135% | -2.8 bp | -15.0 bp | 65.54 | +0.55 % | +2.99 % | |||
| 30 years | 2.175% | -1.6 bp | -8.5 bp | 52.44 | +0.48 % | +2.52 % | |||
10Y Bond Yield Spread - Canada vs Main Countries
The Canada 10Y Government Bond has a 1.924% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Canada 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Japan 10Y | 196.1 bp | -0.4 | -20.2 | ||
| Germany 10Y | 180.0 bp | +5.9 | -11.7 | ||
| France 10Y | 137.9 bp | +4.9 | -19.0 | ||
| United Kingdom 10Y | 72.2 bp | +7.3 | -26.8 | ||
| Spain 10Y | 70.1 bp | +9.0 | -15.4 | ||
| Australia 10Y | -17.8 bp | +13.4 | +10.5 | ||
| United States 10Y | -76.4 bp | +1.3 | -20.2 | ||
| Italy 10Y | -93.3 bp | -12.2 | -12.7 | ||
| China 10Y | -123.8 bp | -7.7 | +15.1 | ||
| India 10Y | -562.0 bp | -5.6 | -5.0 | ||
| Russia 10Y | -651.6 bp | -20.5 | -15.3 | ||
| Brazil 10Y | -707.6 bp | +1.5 | +282.7 |
Canada Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 2.175% | 52.44 | 74.31 | 118.04 | 161.77 | 205.51 | 249.24 | |
| 20 years | 2.135% | 65.54 | 81.68 | 113.96 | 146.24 | 178.52 | 210.80 | |
| 10 years | 1.924% | 82.65 | 91.67 | 109.70 | 127.74 | 145.78 | 163.81 | |
| 7 years | 1.864% | 87.87 | 94.38 | 107.39 | 120.40 | 133.41 | 146.43 | |
| 5 years | 1.823% | 91.36 | 96.10 | 105.58 | 115.05 | 124.53 | 134.00 | |
| 4 years | 1.825% | 93.02 | 96.85 | 104.49 | 112.14 | 119.79 | 127.44 | |
| 3 years | 1.809% | 94.76 | 97.66 | 103.45 | 109.24 | 115.03 | 120.82 | |
| 2 years | 1.795% | 96.50 | 98.45 | 102.35 | 106.24 | 110.14 | 114.03 | |
| 1 year | 1.810% | 98.22 | 99.20 | 101.17 | 103.13 | 105.10 | 107.06 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||